Title of article :
A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion)
Author/Authors :
Aratَ، نويسنده , , M.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
In our paper, we are interested in the generalization of the famous Lotka-Volterra models by the help of stochastic nonlinear differential equations (called diffusion type processes). We propose by Itoʹs rule some two- and multidimensional systems of stochastic differential equation, which can be used in statistical inference. For this reason, we give the Radon-Nikodym derivative of measures, the related linear stochastic models, and the discussion of the stability problems. We use the authorʹs earlier results in parameter estimation, stochastic control, and Kلlmلn filtering.
Keywords :
Coloured noise , Brownian motion , Lotka-Volterra equations , predator-prey model , stochastic differential equations , Nonlinear equations , Ito formula
Journal title :
Mathematical and Computer Modelling
Journal title :
Mathematical and Computer Modelling